The magnitude of a positive level jump

DOI10.1007/BF01130641zbMath0409.60071OpenAlexW2064597592MaRDI QIDQ5906208

B. Pirdzhanov

Publication date: 1978

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01130641

zbMATH Keywords

Random Walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

Cites Work

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• On Ruin Problems for a Compound Poisson Process
• On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments

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